iShares US Aerospace & Defence (ITA) Daily/Weekly Backtest Results

Buy indicator:                  
              [ What are these indicators? | Switch to ITA's monthly backtests ]
Fixed profit target:               -or-  

Expectancy: 6.81%.   Win rate: 80.0%.   Sharpe Ratio: -0.358.   Maximum drawdown: -14.33% on 30 September 2022.
Mean CAGR: 96.67%. Time in market: 1390 days.   Hypothetical return: $1000 would be worth $1254.98 on 13 November 2023.
Key: change_history : profitable trade change_history : breakeven trade (minimal loss after 2 years) change_history : losing trade (not profitable in a 2 year timeframe)


*Transaction costs, taxes and dividends are excluded from these calculations. Past performance may not necessarily be a reliable guide to future performance.

Calculations for US Aerospace & Defence

Expectancy is the percentage profit or loss you would expect to make on the next purchase of this stock with an entry point at the specified signal and profit target as set above. Given a large enough sample size, a positive expectancy indicates the trading strategy is likely to be profitable.

Expectancy calculation for 10 signal(s) occurring before 08 May 2024 for a 7.5% profit target: (80.0% * 7.70%) + (20.0% * 3.22%) - (0% * 0%) = 6.81%.
Wins: 8 Breakevens: 2 Losses: 0

To even out CAGR calculations, large individual returns from particularly quick trades have been capped at 300%.

The Sharpe Ratio calculation assumes a risk free return rate of 2% per calendar year. Ideally the ratio should be a positive number. A higher positive number indicates the strategy has a more attractive risk adjusted rate of return for this particular buy signal and stock over the chart's timeframe.

 

MegaDump Lite Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each MegaDump Lite entry signal. Hover over the icons to see more details of the particular trade, including the maximum percentage drawdown and how long it took to reach the desired percentage profit.

Key:   disabled_by_default = profit point not achieved. select_check_box = profit point achieved with CAGR above 15%.
select_check_box = profit point achieved with CAGR of between 5% and 15%. select_check_box = profit point achieved but CAGR was less than 5%.

Signal Date and Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
27 April 2026   LOW   smart_toy0.802   Mega Dump Lite $ 215.60 schedule schedule schedule schedule schedule
25 March 2026   HIGH   smart_toy0.82   Mega Dump Lite $ 225.46 schedule schedule schedule schedule schedule
26 November 2025   MEDIUM   smart_toy0.904   Mega Dump Lite $ 203.32 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
13 May 2025   MEDIUM   smart_toy0.84   Mega Dump Lite $ 166.64 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
09 April 2025   MEDIUM   smart_toy0.926   FIRE SALE Mega Dump Lite $ 142.77 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt
28 September 2023   MEDIUM   smart_toy0.727   Mega Dump Lite $ 106.12 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
11 October 2022   MEDIUM   smart_toy0.954   FIRE SALE Mega Dump Lite $ 95.90 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_bolt
08 September 2022   MEDIUM   smart_toy0.875   FIRE SALE Mega Dump Lite $ 101.60 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
11 July 2022   MEDIUM   smart_toy0.968   FIRE SALE Mega Dump Lite $ 98.61 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
07 June 2022   MEDIUM   smart_toy0.923   Mega Dump Lite $ 105.36 select_check_box select_check_box select_check_box select_check_box select_check_box
04 May 2022   MEDIUM   smart_toy0.867   FIRE SALE Mega Dump Lite $ 105.32 select_check_box select_check_box select_check_box select_check_box select_check_box
07 February 2022   LOW   smart_toy0.799   Mega Dump Lite $ 103.24 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box
04 January 2022   LOW   smart_toy0.886   Mega Dump Lite $ 105.36 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
03 December 2021   LOW   smart_toy0.552   Mega Dump Lite $ 98.60 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box
21 July 2021   LOW   smart_toy0.922   Mega Dump Lite $ 106.76 select_check_box select_check_box select_check_box select_check_box select_check_box

 

The data for iShares US Aerospace & Defence (exchange: XCBO symbol: ITA) was last updated 15 May 2026 23:40. Data for this ETF is available from 04 Jan 2021 - 15 May 2026.